A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
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Updated
Nov 4, 2024 - Julia
A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
A Julia package to solve, simulate, and analyze nonlinear DSGE models.
Course on Dynamic Stochastic General Equilibrium (DSGE): Models, Solution, Estimation (graduate level)
This is a PhD course on financial frictions in macroeconomic models. This repository includes all the materials taught and is constantly updated
Course on Macroeconometrics (graduate level)
Course on Quantitative Macroeconomics (Master/PhD level)
Calibrate, estimate and analyze linearized DSGE models.
A collection of tools for working with DSGE models in python, inspired by the R package gEcon
Replication code for simulating and estimation by GMM of DSGE models with higher-order statistics
A selection of my replications of papers in macroeconomics
Code and programs by Camilo Marchesini
SIMPLE TOOLKIT for COMPUTATIONAL ANALYSIS: An abbreviated translation into Python of Harald Uhlig's "Analyzing Nonlinear Dynamic Stochastic Models Easily." Solved examples and simulations of macroeconomic models.
Methods for solving and estimating linear rational expectation models.
Replication code for checking identification in nonlinear pruned DSGE models with Gaussian or Student's t distributed errors
Replication files for "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models"
Nominal-GDP-targeting-tax-burden (Hatcher and Lyu, 2024)
Implements the RBC model of Greenwood et al. (1993)
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